Here is a list of things you need to know/aquire before getting started with unreal.
First of all you need a version of the UDK. This is updated on a monthly basis. Sometimes there are large changes made to the UDK and sometimes its small updates, its completely up to you which version you use. However, once you start a project it is probably best to stick with that version until completion.
You can find the latest UDK here
On this web page you will find lots of great information about the UDK along with other projects that are currently being developed using the UDK and also some useful documentation which is well worth taking a look at to show you the full potential of the engine.
If you have any problems or wish to know more about the Unreal engine, the UDN should be your first port of call which can be found here
Just a quick note: I will be using the March ’11 version of the UDK for these tutorials. Things may change and get moved around, I will try my best to keep these tutorials up to date but if there is something missing just leave a comment and I will try to reply as quickly as I can.